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numerical algorithm - speed versus convenience versus robustness #7

Open josef-pkt opened 8 years ago

josef-pkt commented 8 years ago

some thought on choosing algorithms, algorithm libraries

linear algebra

What's the best approach for block structures, group handling and strata examples: kronecker product in system of equations, balanced or unbalanced panel or cluster data

nearest neighbor, matching

still pretty unused: direct interval calculation for 1-D, kdtree, ball point

examples: local regression (lowess, KernelRegression) matching algorithms: multiple imputation, propensity score matching